@tradingaction/indicators 2.0.1

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Files changed (219) hide show
  1. package/LICENSE +24 -0
  2. package/README.md +5 -0
  3. package/lib/calculator/atr.d.ts +18 -0
  4. package/lib/calculator/atr.js +51 -0
  5. package/lib/calculator/atr.js.map +1 -0
  6. package/lib/calculator/bollingerband.d.ts +14 -0
  7. package/lib/calculator/bollingerband.js +72 -0
  8. package/lib/calculator/bollingerband.js.map +1 -0
  9. package/lib/calculator/change.d.ts +14 -0
  10. package/lib/calculator/change.js +30 -0
  11. package/lib/calculator/change.js.map +1 -0
  12. package/lib/calculator/compare.d.ts +10 -0
  13. package/lib/calculator/compare.js +50 -0
  14. package/lib/calculator/compare.js.map +1 -0
  15. package/lib/calculator/defaultOptionsForComputation.d.ts +91 -0
  16. package/lib/calculator/defaultOptionsForComputation.js +100 -0
  17. package/lib/calculator/defaultOptionsForComputation.js.map +1 -0
  18. package/lib/calculator/elderRay.d.ts +23 -0
  19. package/lib/calculator/elderRay.js +69 -0
  20. package/lib/calculator/elderRay.js.map +1 -0
  21. package/lib/calculator/ema.d.ts +12 -0
  22. package/lib/calculator/ema.js +73 -0
  23. package/lib/calculator/ema.js.map +1 -0
  24. package/lib/calculator/forceIndex.d.ts +12 -0
  25. package/lib/calculator/forceIndex.js +27 -0
  26. package/lib/calculator/forceIndex.js.map +1 -0
  27. package/lib/calculator/heikinAshi.d.ts +4 -0
  28. package/lib/calculator/heikinAshi.js +30 -0
  29. package/lib/calculator/heikinAshi.js.map +1 -0
  30. package/lib/calculator/index.d.ts +19 -0
  31. package/lib/calculator/index.js +20 -0
  32. package/lib/calculator/index.js.map +1 -0
  33. package/lib/calculator/kagi.d.ts +11 -0
  34. package/lib/calculator/kagi.js +200 -0
  35. package/lib/calculator/kagi.js.map +1 -0
  36. package/lib/calculator/macd.d.ts +18 -0
  37. package/lib/calculator/macd.js +57 -0
  38. package/lib/calculator/macd.js.map +1 -0
  39. package/lib/calculator/pointAndFigure.d.ts +10 -0
  40. package/lib/calculator/pointAndFigure.js +215 -0
  41. package/lib/calculator/pointAndFigure.js.map +1 -0
  42. package/lib/calculator/renko.d.ts +12 -0
  43. package/lib/calculator/renko.js +170 -0
  44. package/lib/calculator/renko.js.map +1 -0
  45. package/lib/calculator/rsi.d.ts +12 -0
  46. package/lib/calculator/rsi.js +87 -0
  47. package/lib/calculator/rsi.js.map +1 -0
  48. package/lib/calculator/sar.d.ts +12 -0
  49. package/lib/calculator/sar.js +87 -0
  50. package/lib/calculator/sar.js.map +1 -0
  51. package/lib/calculator/sma.d.ts +12 -0
  52. package/lib/calculator/sma.js +27 -0
  53. package/lib/calculator/sma.js.map +1 -0
  54. package/lib/calculator/smoothedForceIndex.d.ts +13 -0
  55. package/lib/calculator/smoothedForceIndex.js +40 -0
  56. package/lib/calculator/smoothedForceIndex.js.map +1 -0
  57. package/lib/calculator/sto.d.ts +19 -0
  58. package/lib/calculator/sto.js +91 -0
  59. package/lib/calculator/sto.js.map +1 -0
  60. package/lib/calculator/tma.d.ts +12 -0
  61. package/lib/calculator/tma.js +66 -0
  62. package/lib/calculator/tma.js.map +1 -0
  63. package/lib/calculator/wma.d.ts +12 -0
  64. package/lib/calculator/wma.js +33 -0
  65. package/lib/calculator/wma.js.map +1 -0
  66. package/lib/index.d.ts +1 -0
  67. package/lib/index.js +2 -0
  68. package/lib/index.js.map +1 -0
  69. package/lib/indicator/algorithm.d.ts +10 -0
  70. package/lib/indicator/algorithm.js +35 -0
  71. package/lib/indicator/algorithm.js.map +1 -0
  72. package/lib/indicator/atr.d.ts +26 -0
  73. package/lib/indicator/atr.js +27 -0
  74. package/lib/indicator/atr.js.map +1 -0
  75. package/lib/indicator/baseIndicator.d.ts +16 -0
  76. package/lib/indicator/baseIndicator.js +59 -0
  77. package/lib/indicator/baseIndicator.js.map +1 -0
  78. package/lib/indicator/bollingerBand.d.ts +24 -0
  79. package/lib/indicator/bollingerBand.js +27 -0
  80. package/lib/indicator/bollingerBand.js.map +1 -0
  81. package/lib/indicator/change.d.ts +24 -0
  82. package/lib/indicator/change.js +25 -0
  83. package/lib/indicator/change.js.map +1 -0
  84. package/lib/indicator/compare.d.ts +24 -0
  85. package/lib/indicator/compare.js +29 -0
  86. package/lib/indicator/compare.js.map +1 -0
  87. package/lib/indicator/defaultOptionsForAppearance.d.ts +105 -0
  88. package/lib/indicator/defaultOptionsForAppearance.js +77 -0
  89. package/lib/indicator/defaultOptionsForAppearance.js.map +1 -0
  90. package/lib/indicator/elderImpulse.d.ts +7 -0
  91. package/lib/indicator/elderImpulse.js +61 -0
  92. package/lib/indicator/elderImpulse.js.map +1 -0
  93. package/lib/indicator/elderRay.d.ts +24 -0
  94. package/lib/indicator/elderRay.js +29 -0
  95. package/lib/indicator/elderRay.js.map +1 -0
  96. package/lib/indicator/ema.d.ts +24 -0
  97. package/lib/indicator/ema.js +29 -0
  98. package/lib/indicator/ema.js.map +1 -0
  99. package/lib/indicator/forceIndex.d.ts +24 -0
  100. package/lib/indicator/forceIndex.js +29 -0
  101. package/lib/indicator/forceIndex.js.map +1 -0
  102. package/lib/indicator/heikinAshi.d.ts +3 -0
  103. package/lib/indicator/heikinAshi.js +28 -0
  104. package/lib/indicator/heikinAshi.js.map +1 -0
  105. package/lib/indicator/index.d.ts +23 -0
  106. package/lib/indicator/index.js +24 -0
  107. package/lib/indicator/index.js.map +1 -0
  108. package/lib/indicator/kagi.d.ts +11 -0
  109. package/lib/indicator/kagi.js +13 -0
  110. package/lib/indicator/kagi.js.map +1 -0
  111. package/lib/indicator/macd.d.ts +24 -0
  112. package/lib/indicator/macd.js +32 -0
  113. package/lib/indicator/macd.js.map +1 -0
  114. package/lib/indicator/pointAndFigure.d.ts +10 -0
  115. package/lib/indicator/pointAndFigure.js +13 -0
  116. package/lib/indicator/pointAndFigure.js.map +1 -0
  117. package/lib/indicator/renko.d.ts +12 -0
  118. package/lib/indicator/renko.js +13 -0
  119. package/lib/indicator/renko.js.map +1 -0
  120. package/lib/indicator/rsi.d.ts +24 -0
  121. package/lib/indicator/rsi.js +29 -0
  122. package/lib/indicator/rsi.js.map +1 -0
  123. package/lib/indicator/sar.d.ts +24 -0
  124. package/lib/indicator/sar.js +29 -0
  125. package/lib/indicator/sar.js.map +1 -0
  126. package/lib/indicator/sma.d.ts +24 -0
  127. package/lib/indicator/sma.js +29 -0
  128. package/lib/indicator/sma.js.map +1 -0
  129. package/lib/indicator/stochasticOscillator.d.ts +24 -0
  130. package/lib/indicator/stochasticOscillator.js +27 -0
  131. package/lib/indicator/stochasticOscillator.js.map +1 -0
  132. package/lib/indicator/tma.d.ts +24 -0
  133. package/lib/indicator/tma.js +29 -0
  134. package/lib/indicator/tma.js.map +1 -0
  135. package/lib/indicator/wma.d.ts +24 -0
  136. package/lib/indicator/wma.js +29 -0
  137. package/lib/indicator/wma.js.map +1 -0
  138. package/lib/utils/functor.d.ts +1 -0
  139. package/lib/utils/functor.js +4 -0
  140. package/lib/utils/functor.js.map +1 -0
  141. package/lib/utils/identity.d.ts +1 -0
  142. package/lib/utils/identity.js +2 -0
  143. package/lib/utils/identity.js.map +1 -0
  144. package/lib/utils/index.d.ts +8 -0
  145. package/lib/utils/index.js +9 -0
  146. package/lib/utils/index.js.map +1 -0
  147. package/lib/utils/mappedSlidingWindow.d.ts +15 -0
  148. package/lib/utils/mappedSlidingWindow.js +77 -0
  149. package/lib/utils/mappedSlidingWindow.js.map +1 -0
  150. package/lib/utils/merge.d.ts +11 -0
  151. package/lib/utils/merge.js +70 -0
  152. package/lib/utils/merge.js.map +1 -0
  153. package/lib/utils/path.d.ts +1 -0
  154. package/lib/utils/path.js +15 -0
  155. package/lib/utils/path.js.map +1 -0
  156. package/lib/utils/rebind.d.ts +1 -0
  157. package/lib/utils/rebind.js +18 -0
  158. package/lib/utils/rebind.js.map +1 -0
  159. package/lib/utils/slidingWindow.d.ts +19 -0
  160. package/lib/utils/slidingWindow.js +111 -0
  161. package/lib/utils/slidingWindow.js.map +1 -0
  162. package/lib/utils/zipper.d.ts +7 -0
  163. package/lib/utils/zipper.js +36 -0
  164. package/lib/utils/zipper.js.map +1 -0
  165. package/package.json +49 -0
  166. package/src/calculator/atr.ts +88 -0
  167. package/src/calculator/bollingerband.ts +102 -0
  168. package/src/calculator/change.ts +53 -0
  169. package/src/calculator/compare.ts +68 -0
  170. package/src/calculator/defaultOptionsForComputation.ts +117 -0
  171. package/src/calculator/elderRay.ts +90 -0
  172. package/src/calculator/ema.ts +92 -0
  173. package/src/calculator/forceIndex.ts +43 -0
  174. package/src/calculator/heikinAshi.ts +38 -0
  175. package/src/calculator/index.ts +19 -0
  176. package/src/calculator/kagi.ts +249 -0
  177. package/src/calculator/macd.ts +90 -0
  178. package/src/calculator/pointAndFigure.ts +255 -0
  179. package/src/calculator/renko.ts +227 -0
  180. package/src/calculator/rsi.ts +114 -0
  181. package/src/calculator/sar.ts +117 -0
  182. package/src/calculator/sma.ts +41 -0
  183. package/src/calculator/smoothedForceIndex.ts +53 -0
  184. package/src/calculator/sto.ts +118 -0
  185. package/src/calculator/tma.ts +82 -0
  186. package/src/calculator/wma.ts +49 -0
  187. package/src/index.ts +1 -0
  188. package/src/indicator/algorithm.ts +53 -0
  189. package/src/indicator/atr.ts +58 -0
  190. package/src/indicator/baseIndicator.ts +97 -0
  191. package/src/indicator/bollingerBand.ts +55 -0
  192. package/src/indicator/change.ts +51 -0
  193. package/src/indicator/compare.ts +57 -0
  194. package/src/indicator/defaultOptionsForAppearance.ts +77 -0
  195. package/src/indicator/elderImpulse.ts +73 -0
  196. package/src/indicator/elderRay.ts +56 -0
  197. package/src/indicator/ema.ts +58 -0
  198. package/src/indicator/forceIndex.ts +57 -0
  199. package/src/indicator/heikinAshi.ts +35 -0
  200. package/src/indicator/index.ts +25 -0
  201. package/src/indicator/kagi.ts +18 -0
  202. package/src/indicator/macd.ts +60 -0
  203. package/src/indicator/pointAndFigure.ts +18 -0
  204. package/src/indicator/renko.ts +18 -0
  205. package/src/indicator/rsi.ts +58 -0
  206. package/src/indicator/sar.ts +56 -0
  207. package/src/indicator/sma.ts +57 -0
  208. package/src/indicator/stochasticOscillator.ts +56 -0
  209. package/src/indicator/tma.ts +57 -0
  210. package/src/indicator/wma.ts +58 -0
  211. package/src/utils/functor.ts +3 -0
  212. package/src/utils/identity.ts +1 -0
  213. package/src/utils/index.ts +8 -0
  214. package/src/utils/mappedSlidingWindow.ts +95 -0
  215. package/src/utils/merge.ts +93 -0
  216. package/src/utils/path.ts +16 -0
  217. package/src/utils/rebind.ts +19 -0
  218. package/src/utils/slidingWindow.ts +142 -0
  219. package/src/utils/zipper.ts +45 -0
@@ -0,0 +1,73 @@
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+ /*
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+ https://github.com/ScottLogic/d3fc/blob/master/src/indicator/algorithm/calculator/exponentialMovingAverage.js
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+
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+ The MIT License (MIT)
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+
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+ Copyright (c) 2014-2015 Scott Logic Ltd.
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+
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+ Permission is hereby granted, free of charge, to any person obtaining a copy
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+ of this software and associated documentation files (the "Software"), to deal
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+ in the Software without restriction, including without limitation the rights
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+ to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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+ copies of the Software, and to permit persons to whom the Software is
13
+ furnished to do so, subject to the following conditions:
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+
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+ The above copyright notice and this permission notice shall be included in
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+ all copies or substantial portions of the Software.
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+
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+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
19
+ IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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+ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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+ AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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+ LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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+ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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+ THE SOFTWARE.
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+ */
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+ import { path } from "../utils";
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+ import { EMA as defaultOptions } from "./defaultOptionsForComputation";
28
+ export default function () {
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+ let options = defaultOptions;
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+ const calculator = (data) => {
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+ const { windowSize, sourcePath } = options;
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+ const source = path(sourcePath);
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+ const alpha = 2 / (windowSize + 1);
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+ let previous;
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+ let initialAccumulator = 0;
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+ let skip = 0;
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+ return data.map(function (d, i) {
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+ const v = source(d, i);
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+ if (previous === undefined && v === undefined) {
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+ skip++;
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+ return undefined;
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+ }
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+ else if (i < windowSize + skip - 1) {
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+ initialAccumulator += v;
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+ return undefined;
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+ }
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+ else if (i === windowSize + skip - 1) {
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+ initialAccumulator += v;
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+ const initialValue = initialAccumulator / windowSize;
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+ previous = initialValue;
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+ return initialValue;
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+ }
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+ else {
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+ const nextValue = v * alpha + (1 - alpha) * previous;
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+ previous = nextValue;
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+ return nextValue;
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+ }
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+ });
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+ };
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+ calculator.undefinedLength = () => {
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+ const { windowSize } = options;
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+ return windowSize - 1;
63
+ };
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+ calculator.options = (newOptions) => {
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+ if (newOptions === undefined) {
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+ return options;
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+ }
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+ options = Object.assign(Object.assign({}, defaultOptions), newOptions);
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+ return calculator;
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+ };
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+ return calculator;
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+ }
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+ //# sourceMappingURL=ema.js.map
@@ -0,0 +1 @@
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+ {"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/calculator/ema.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;EAwBE;AAEF,OAAO,EAAE,IAAI,EAAE,MAAM,UAAU,CAAC;AAChC,OAAO,EAAE,GAAG,IAAI,cAAc,EAAE,MAAM,gCAAgC,CAAC;AAcvE,MAAM,CAAC,OAAO;IACV,IAAI,OAAO,GAAe,cAAc,CAAC;IAEzC,MAAM,UAAU,GAAG,CAAC,IAAW,EAAE,EAAE;QAC/B,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,GAAG,OAAO,CAAC;QAE3C,MAAM,MAAM,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC;QAChC,MAAM,KAAK,GAAG,CAAC,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,CAAC;QACnC,IAAI,QAAa,CAAC;QAClB,IAAI,kBAAkB,GAAG,CAAC,CAAC;QAC3B,IAAI,IAAI,GAAG,CAAC,CAAC;QAEb,OAAO,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC;YAC1B,MAAM,CAAC,GAAG,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;YACvB,IAAI,QAAQ,KAAK,SAAS,IAAI,CAAC,KAAK,SAAS,EAAE;gBAC3C,IAAI,EAAE,CAAC;gBACP,OAAO,SAAS,CAAC;aACpB;iBAAM,IAAI,CAAC,GAAG,UAAU,GAAG,IAAI,GAAG,CAAC,EAAE;gBAClC,kBAAkB,IAAI,CAAC,CAAC;gBACxB,OAAO,SAAS,CAAC;aACpB;iBAAM,IAAI,CAAC,KAAK,UAAU,GAAG,IAAI,GAAG,CAAC,EAAE;gBACpC,kBAAkB,IAAI,CAAC,CAAC;gBACxB,MAAM,YAAY,GAAG,kBAAkB,GAAG,UAAU,CAAC;gBACrD,QAAQ,GAAG,YAAY,CAAC;gBACxB,OAAO,YAAY,CAAC;aACvB;iBAAM;gBACH,MAAM,SAAS,GAAG,CAAC,GAAG,KAAK,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,GAAG,QAAQ,CAAC;gBACrD,QAAQ,GAAG,SAAS,CAAC;gBACrB,OAAO,SAAS,CAAC;aACpB;QACL,CAAC,CAAC,CAAC;IACP,CAAC,CAAC;IAEF,UAAU,CAAC,eAAe,GAAG,GAAG,EAAE;QAC9B,MAAM,EAAE,UAAU,EAAE,GAAG,OAAO,CAAC;QAE/B,OAAO,UAAU,GAAG,CAAC,CAAC;IAC1B,CAAC,CAAC;IAEF,UAAU,CAAC,OAAO,GAAG,CAAC,UAAuB,EAAE,EAAE;QAC7C,IAAI,UAAU,KAAK,SAAS,EAAE;YAC1B,OAAO,OAAO,CAAC;SAClB;QAED,OAAO,mCAAQ,cAAc,GAAK,UAAU,CAAE,CAAC;QAE/C,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,OAAO,UAA2B,CAAC;AACvC,CAAC"}
@@ -0,0 +1,12 @@
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+ export interface ForceIndexOptions {
2
+ readonly sourcePath: string;
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+ readonly volumePath: string;
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+ }
5
+ export default function (): {
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+ (data: any[]): any[];
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+ undefinedLength(): number;
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+ options(newOptions?: ForceIndexOptions): {
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+ sourcePath: string;
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+ volumePath: string;
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+ } | any;
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+ };
@@ -0,0 +1,27 @@
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+ import { path, slidingWindow } from "../utils";
2
+ import { ForceIndex as defaultOptions } from "./defaultOptionsForComputation";
3
+ export default function () {
4
+ let options = defaultOptions;
5
+ const calculator = (data) => {
6
+ const { sourcePath, volumePath } = options;
7
+ const source = path(sourcePath);
8
+ const volume = path(volumePath);
9
+ const forceIndexCalulator = slidingWindow()
10
+ .windowSize(2)
11
+ .accumulator(([prev, curr]) => (source(curr) - source(prev)) * volume(curr));
12
+ const forceIndex = forceIndexCalulator(data);
13
+ return forceIndex;
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+ };
15
+ calculator.undefinedLength = () => {
16
+ return 2;
17
+ };
18
+ calculator.options = (newOptions) => {
19
+ if (newOptions === undefined) {
20
+ return options;
21
+ }
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+ options = Object.assign(Object.assign({}, defaultOptions), newOptions);
23
+ return calculator;
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+ };
25
+ return calculator;
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+ }
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+ //# sourceMappingURL=forceIndex.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"forceIndex.js","sourceRoot":"","sources":["../../src/calculator/forceIndex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,aAAa,EAAE,MAAM,UAAU,CAAC;AAC/C,OAAO,EAAE,UAAU,IAAI,cAAc,EAAE,MAAM,gCAAgC,CAAC;AAO9E,MAAM,CAAC,OAAO;IACV,IAAI,OAAO,GAAG,cAAc,CAAC;IAE7B,MAAM,UAAU,GAAG,CAAC,IAAW,EAAE,EAAE;QAC/B,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,GAAG,OAAO,CAAC;QAE3C,MAAM,MAAM,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC;QAEhC,MAAM,MAAM,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC;QAEhC,MAAM,mBAAmB,GAAG,aAAa,EAAE;aACtC,UAAU,CAAC,CAAC,CAAC;aACb,WAAW,CAAC,CAAC,CAAC,IAAI,EAAE,IAAI,CAAM,EAAE,EAAE,CAAC,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;QAEtF,MAAM,UAAU,GAAG,mBAAmB,CAAC,IAAI,CAAC,CAAC;QAE7C,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,UAAU,CAAC,eAAe,GAAG,GAAG,EAAE;QAC9B,OAAO,CAAC,CAAC;IACb,CAAC,CAAC;IAEF,UAAU,CAAC,OAAO,GAAG,CAAC,UAA8B,EAAE,EAAE;QACpD,IAAI,UAAU,KAAK,SAAS,EAAE;YAC1B,OAAO,OAAO,CAAC;SAClB;QAED,OAAO,mCAAQ,cAAc,GAAK,UAAU,CAAE,CAAC;QAE/C,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,OAAO,UAAU,CAAC;AACtB,CAAC"}
@@ -0,0 +1,4 @@
1
+ export default function (): {
2
+ (data: any[]): any;
3
+ source(newSource?: any): ((x: any) => any) | any;
4
+ };
@@ -0,0 +1,30 @@
1
+ import { mappedSlidingWindow } from "../utils";
2
+ export default function () {
3
+ let source = (x) => x;
4
+ const calculator = (data) => {
5
+ const algorithm = mappedSlidingWindow()
6
+ .windowSize(2)
7
+ .undefinedValue(({ open, high, low, close }) => {
8
+ close = (open + high + low + close) / 4;
9
+ return { open, high, low, close };
10
+ })
11
+ .accumulator(([prev, now]) => {
12
+ const { date, volume } = now;
13
+ const close = (now.open + now.high + now.low + now.close) / 4;
14
+ const open = (prev.open + prev.close) / 2;
15
+ const high = Math.max(open, now.high, close);
16
+ const low = Math.min(open, now.low, close);
17
+ return { date, open, high, low, close, volume };
18
+ });
19
+ return algorithm(data);
20
+ };
21
+ calculator.source = (newSource) => {
22
+ if (newSource === undefined) {
23
+ return source;
24
+ }
25
+ source = newSource;
26
+ return calculator;
27
+ };
28
+ return calculator;
29
+ }
30
+ //# sourceMappingURL=heikinAshi.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"heikinAshi.js","sourceRoot":"","sources":["../../src/calculator/heikinAshi.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mBAAmB,EAAE,MAAM,UAAU,CAAC;AAE/C,MAAM,CAAC,OAAO;IACV,IAAI,MAAM,GAAG,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC;IAE3B,MAAM,UAAU,GAAG,CAAC,IAAW,EAAE,EAAE;QAC/B,MAAM,SAAS,GAAG,mBAAmB,EAAE;aAClC,UAAU,CAAC,CAAC,CAAC;aACb,cAAc,CACX,CAAC,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAA8D,EAAE,EAAE;YACvF,KAAK,GAAG,CAAC,IAAI,GAAG,IAAI,GAAG,GAAG,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC;YACxC,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,CAAC;QACtC,CAAC,CACJ;aACA,WAAW,CAAC,CAAC,CAAC,IAAI,EAAE,GAAG,CAAM,EAAE,EAAE;YAC9B,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC;YAC7B,MAAM,KAAK,GAAG,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;YAC9D,MAAM,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;YAC1C,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,GAAG,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;YAC7C,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,GAAG,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;YAC3C,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,MAAM,EAAE,CAAC;QACpD,CAAC,CAAC,CAAC;QAEP,OAAO,SAAS,CAAC,IAAI,CAAC,CAAC;IAC3B,CAAC,CAAC;IAEF,UAAU,CAAC,MAAM,GAAG,CAAC,SAAe,EAAE,EAAE;QACpC,IAAI,SAAS,KAAK,SAAS,EAAE;YACzB,OAAO,MAAM,CAAC;SACjB;QAED,MAAM,GAAG,SAAS,CAAC;QAEnB,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,OAAO,UAAU,CAAC;AACtB,CAAC"}
@@ -0,0 +1,19 @@
1
+ export { default as ema } from "./ema";
2
+ export { default as sma } from "./sma";
3
+ export { default as wma } from "./wma";
4
+ export { default as tma } from "./tma";
5
+ export { default as bollingerband } from "./bollingerband";
6
+ export { default as heikinAshi } from "./heikinAshi";
7
+ export { default as kagi } from "./kagi";
8
+ export { default as pointAndFigure } from "./pointAndFigure";
9
+ export { default as renko } from "./renko";
10
+ export { default as macd } from "./macd";
11
+ export { default as rsi } from "./rsi";
12
+ export { default as sto } from "./sto";
13
+ export { default as atr } from "./atr";
14
+ export { default as forceIndex } from "./forceIndex";
15
+ export { default as smoothedForceIndex } from "./smoothedForceIndex";
16
+ export { default as elderRay } from "./elderRay";
17
+ export { default as sar } from "./sar";
18
+ export { default as compare } from "./compare";
19
+ export { default as change } from "./change";
@@ -0,0 +1,20 @@
1
+ export { default as ema } from "./ema";
2
+ export { default as sma } from "./sma";
3
+ export { default as wma } from "./wma";
4
+ export { default as tma } from "./tma";
5
+ export { default as bollingerband } from "./bollingerband";
6
+ export { default as heikinAshi } from "./heikinAshi";
7
+ export { default as kagi } from "./kagi";
8
+ export { default as pointAndFigure } from "./pointAndFigure";
9
+ export { default as renko } from "./renko";
10
+ export { default as macd } from "./macd";
11
+ export { default as rsi } from "./rsi";
12
+ export { default as sto } from "./sto";
13
+ export { default as atr } from "./atr";
14
+ export { default as forceIndex } from "./forceIndex";
15
+ export { default as smoothedForceIndex } from "./smoothedForceIndex";
16
+ export { default as elderRay } from "./elderRay";
17
+ export { default as sar } from "./sar";
18
+ export { default as compare } from "./compare";
19
+ export { default as change } from "./change";
20
+ //# sourceMappingURL=index.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/calculator/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAC3D,OAAO,EAAE,OAAO,IAAI,UAAU,EAAE,MAAM,cAAc,CAAC;AACrD,OAAO,EAAE,OAAO,IAAI,IAAI,EAAE,MAAM,QAAQ,CAAC;AACzC,OAAO,EAAE,OAAO,IAAI,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAC7D,OAAO,EAAE,OAAO,IAAI,KAAK,EAAE,MAAM,SAAS,CAAC;AAC3C,OAAO,EAAE,OAAO,IAAI,IAAI,EAAE,MAAM,QAAQ,CAAC;AACzC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,UAAU,EAAE,MAAM,cAAc,CAAC;AACrD,OAAO,EAAE,OAAO,IAAI,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AACrE,OAAO,EAAE,OAAO,IAAI,QAAQ,EAAE,MAAM,YAAY,CAAC;AACjD,OAAO,EAAE,OAAO,IAAI,GAAG,EAAE,MAAM,OAAO,CAAC;AACvC,OAAO,EAAE,OAAO,IAAI,OAAO,EAAE,MAAM,WAAW,CAAC;AAC/C,OAAO,EAAE,OAAO,IAAI,MAAM,EAAE,MAAM,UAAU,CAAC"}
@@ -0,0 +1,11 @@
1
+ export default function (): {
2
+ (data: any[]): any[];
3
+ options(newOptions?: any): {
4
+ reversalType: string;
5
+ windowSize: number;
6
+ reversal: number;
7
+ sourcePath: string;
8
+ } | any;
9
+ dateMutator(newDateMutator?: any): ((d: any, date: any) => void) | any;
10
+ dateAccessor(newDateAccessor?: any): ((d: any) => any) | any;
11
+ };
@@ -0,0 +1,200 @@
1
+ import { functor, merge, path } from "../utils";
2
+ import atr from "./atr";
3
+ import { Kagi as defaultOptions } from "./defaultOptionsForComputation";
4
+ export default function () {
5
+ let options = defaultOptions;
6
+ let dateAccessor = (d) => d.date;
7
+ let dateMutator = (d, date) => {
8
+ d.date = date;
9
+ };
10
+ const calculator = (data) => {
11
+ const { reversalType, windowSize, reversal, sourcePath } = options;
12
+ const source = path(sourcePath);
13
+ let reversalThreshold;
14
+ if (reversalType === "ATR") {
15
+ const atrAlgorithm = atr().options({ windowSize });
16
+ const atrCalculator = merge()
17
+ .algorithm(atrAlgorithm)
18
+ .merge((d, c) => {
19
+ d["atr" + windowSize] = c;
20
+ });
21
+ atrCalculator(data);
22
+ reversalThreshold = (d) => d["atr" + windowSize];
23
+ }
24
+ else {
25
+ reversalThreshold = functor(reversal);
26
+ }
27
+ const kagiData = [];
28
+ let prevPeak;
29
+ let prevTrough;
30
+ let direction;
31
+ let line = {};
32
+ data.forEach(function (d) {
33
+ if (line.from === undefined) {
34
+ dateMutator(line, dateAccessor(d));
35
+ line.from = dateAccessor(d);
36
+ if (!line.open) {
37
+ line.open = d.open;
38
+ }
39
+ line.high = d.high;
40
+ line.low = d.low;
41
+ if (!line.close) {
42
+ line.close = source(d);
43
+ }
44
+ line.startOfYear = d.startOfYear;
45
+ line.startOfQuarter = d.startOfQuarter;
46
+ line.startOfMonth = d.startOfMonth;
47
+ line.startOfWeek = d.startOfWeek;
48
+ }
49
+ if (!line.startOfYear) {
50
+ line.startOfYear = d.startOfYear;
51
+ if (line.startOfYear) {
52
+ line.date = d.date;
53
+ }
54
+ }
55
+ if (!line.startOfQuarter) {
56
+ line.startOfQuarter = d.startOfQuarter;
57
+ if (line.startOfQuarter && !line.startOfYear) {
58
+ line.date = d.date;
59
+ }
60
+ }
61
+ if (!line.startOfMonth) {
62
+ line.startOfMonth = d.startOfMonth;
63
+ if (line.startOfMonth && !line.startOfQuarter) {
64
+ line.date = d.date;
65
+ }
66
+ }
67
+ if (!line.startOfWeek) {
68
+ line.startOfWeek = d.startOfWeek;
69
+ if (line.startOfWeek && !line.startOfMonth) {
70
+ line.date = d.date;
71
+ }
72
+ }
73
+ line.volume = (line.volume || 0) + d.volume;
74
+ // @ts-ignore
75
+ line.high = Math.max(line.high, d.high);
76
+ // @ts-ignore
77
+ line.low = Math.min(line.low, d.low);
78
+ line.to = dateAccessor(d);
79
+ // @ts-ignore
80
+ const priceMovement = source(d) - line.close;
81
+ if (
82
+ // @ts-ignore
83
+ (line.close >= line.open /* going up */ && priceMovement > 0) /* and moving in same direction */ ||
84
+ // @ts-ignore
85
+ (line.close < line.open /* going down */ && priceMovement < 0) /* and moving in same direction */) {
86
+ line.close = source(d);
87
+ // @ts-ignore
88
+ if (prevTrough && line.close < prevTrough) {
89
+ // going below the prevTrough, so change from yang to yin
90
+ // A yin line forms when a Kagi line breaks below the prior trough.
91
+ line.changePoint = prevTrough;
92
+ if (line.startAs !== "yin") {
93
+ line.changeTo = "yin";
94
+ // line.startAs = "yang";
95
+ }
96
+ }
97
+ // @ts-ignore
98
+ if (prevPeak && line.close > prevPeak) {
99
+ // going above the prevPeak, so change from yin to yang
100
+ // A yang line forms when a Kagi line breaks above the prior peak
101
+ line.changePoint = prevPeak;
102
+ if (line.startAs !== "yang") {
103
+ line.changeTo = "yang";
104
+ // line.startAs = "yin";
105
+ }
106
+ }
107
+ }
108
+ else if (
109
+ // @ts-ignore
110
+ (line.close >= line.open /* going up */ &&
111
+ priceMovement < 0 /* and moving in other direction */ &&
112
+ Math.abs(priceMovement) > reversalThreshold(d)) /* and the movement is big enough for reversal */ ||
113
+ // @ts-ignore
114
+ (line.close < line.open /* going down */ &&
115
+ priceMovement > 0 /* and moving in other direction */ &&
116
+ /* and the movement is big enough for reversal */
117
+ Math.abs(priceMovement) > reversalThreshold(d))) {
118
+ // reverse direction
119
+ const nextLineOpen = line.close;
120
+ // @ts-ignore
121
+ direction = (line.close - line.open) / Math.abs(line.close - line.open);
122
+ let nextChangePoint;
123
+ let nextChangeTo;
124
+ if (direction < 0 /* if direction so far has been -ve*/) {
125
+ // compare with line.close becomes prevTrough
126
+ if (prevPeak === undefined) {
127
+ prevPeak = line.open;
128
+ }
129
+ prevTrough = line.close;
130
+ if (source(d) > prevPeak) {
131
+ nextChangePoint = prevPeak;
132
+ nextChangeTo = "yang";
133
+ }
134
+ }
135
+ else {
136
+ if (prevTrough === undefined) {
137
+ prevTrough = line.open;
138
+ }
139
+ prevPeak = line.close;
140
+ if (source(d) < prevTrough) {
141
+ nextChangePoint = prevTrough;
142
+ nextChangeTo = "yin";
143
+ }
144
+ }
145
+ if (line.startAs === undefined) {
146
+ line.startAs = direction > 0 ? "yang" : "yin";
147
+ }
148
+ const startAs = line.changeTo || line.startAs;
149
+ line.added = true;
150
+ kagiData.push(line);
151
+ direction = -1 * direction; // direction is reversed
152
+ line = Object.assign({}, line);
153
+ line.open = nextLineOpen;
154
+ line.close = source(d);
155
+ line.startAs = startAs;
156
+ line.changePoint = nextChangePoint;
157
+ line.changeTo = nextChangeTo;
158
+ line.added = false;
159
+ line.from = undefined;
160
+ line.volume = 0;
161
+ }
162
+ else {
163
+ // console.log("MOVING IN REV DIR BUT..", line.open, line.close, source(d));
164
+ }
165
+ line.current = source(d);
166
+ // @ts-ignore
167
+ let dir = line.close - line.open;
168
+ dir = dir === 0 ? 1 : dir / Math.abs(dir);
169
+ // @ts-ignore
170
+ line.reverseAt = dir > 0 ? line.close - reversalThreshold(d) : line.open - reversalThreshold(d);
171
+ });
172
+ if (!line.added) {
173
+ kagiData.push(line);
174
+ }
175
+ return kagiData;
176
+ };
177
+ calculator.options = (newOptions) => {
178
+ if (newOptions === undefined) {
179
+ return options;
180
+ }
181
+ options = Object.assign(Object.assign({}, defaultOptions), newOptions);
182
+ return calculator;
183
+ };
184
+ calculator.dateMutator = (newDateMutator) => {
185
+ if (newDateMutator === undefined) {
186
+ return dateMutator;
187
+ }
188
+ dateMutator = newDateMutator;
189
+ return calculator;
190
+ };
191
+ calculator.dateAccessor = (newDateAccessor) => {
192
+ if (newDateAccessor === undefined) {
193
+ return dateAccessor;
194
+ }
195
+ dateAccessor = newDateAccessor;
196
+ return calculator;
197
+ };
198
+ return calculator;
199
+ }
200
+ //# sourceMappingURL=kagi.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,18 @@
1
+ export interface MACDOptions {
2
+ readonly fast: number;
3
+ readonly slow: number;
4
+ readonly signal: number;
5
+ readonly sourcePath?: string;
6
+ }
7
+ interface MACDCalculator {
8
+ (data: any[]): {
9
+ macd: number | undefined;
10
+ signal: number | undefined;
11
+ divergence: number | undefined;
12
+ }[];
13
+ undefinedLength(): number;
14
+ options(): MACDOptions;
15
+ options(newOptions: MACDOptions): MACDCalculator;
16
+ }
17
+ export default function (): MACDCalculator;
18
+ export {};
@@ -0,0 +1,57 @@
1
+ /*
2
+ https://github.com/ScottLogic/d3fc/blob/master/src/indicator/algorithm/calculator/macd.js
3
+
4
+ The MIT License (MIT)
5
+
6
+ Copyright (c) 2014-2015 Scott Logic Ltd.
7
+
8
+ Permission is hereby granted, free of charge, to any person obtaining a copy
9
+ of this software and associated documentation files (the "Software"), to deal
10
+ in the Software without restriction, including without limitation the rights
11
+ to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
12
+ copies of the Software, and to permit persons to whom the Software is
13
+ furnished to do so, subject to the following conditions:
14
+
15
+ The above copyright notice and this permission notice shall be included in
16
+ all copies or substantial portions of the Software.
17
+
18
+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
19
+ IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
20
+ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
21
+ AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
22
+ LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
23
+ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
24
+ THE SOFTWARE.
25
+ */
26
+ import { zip } from "d3-array";
27
+ import { MACD as defaultOptions } from "./defaultOptionsForComputation";
28
+ import ema from "./ema";
29
+ export default function () {
30
+ let options = defaultOptions;
31
+ const calculator = (data) => {
32
+ const { fast, slow, signal, sourcePath } = options;
33
+ const fastEMA = ema().options({ windowSize: fast, sourcePath });
34
+ const slowEMA = ema().options({ windowSize: slow, sourcePath });
35
+ const signalEMA = ema().options({ windowSize: signal, sourcePath: undefined });
36
+ const diff = zip(fastEMA(data), slowEMA(data)).map((d) => d[0] !== undefined && d[1] !== undefined ? d[0] - d[1] : undefined);
37
+ const averageDiff = signalEMA(diff);
38
+ return zip(diff, averageDiff).map((d) => ({
39
+ macd: d[0],
40
+ signal: d[1],
41
+ divergence: d[0] !== undefined && d[1] !== undefined ? d[0] - d[1] : undefined,
42
+ }));
43
+ };
44
+ calculator.undefinedLength = () => {
45
+ const { slow, signal } = options;
46
+ return slow + signal - 1;
47
+ };
48
+ calculator.options = (newOptions) => {
49
+ if (newOptions === undefined) {
50
+ return options;
51
+ }
52
+ options = Object.assign(Object.assign({}, defaultOptions), newOptions);
53
+ return calculator;
54
+ };
55
+ return calculator;
56
+ }
57
+ //# sourceMappingURL=macd.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"macd.js","sourceRoot":"","sources":["../../src/calculator/macd.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;EAwBE;AACF,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAC/B,OAAO,EAAE,IAAI,IAAI,cAAc,EAAE,MAAM,gCAAgC,CAAC;AACxE,OAAO,GAAG,MAAM,OAAO,CAAC;AAoBxB,MAAM,CAAC,OAAO;IACV,IAAI,OAAO,GAAgB,cAAc,CAAC;IAE1C,MAAM,UAAU,GAAG,CAAC,IAAW,EAAE,EAAE;QAC/B,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,GAAG,OAAO,CAAC;QAEnD,MAAM,OAAO,GAAG,GAAG,EAAE,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,IAAI,EAAE,UAAU,EAAE,CAAC,CAAC;QAEhE,MAAM,OAAO,GAAG,GAAG,EAAE,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,IAAI,EAAE,UAAU,EAAE,CAAC,CAAC;QAEhE,MAAM,SAAS,GAAG,GAAG,EAAE,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,EAAE,SAAS,EAAE,CAAC,CAAC;QAE/E,MAAM,IAAI,GAAG,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CACrD,CAAC,CAAC,CAAC,CAAC,KAAK,SAAS,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CACrE,CAAC;QAEF,MAAM,WAAW,GAAG,SAAS,CAAC,IAAI,CAAC,CAAC;QAEpC,OAAO,GAAG,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;YACtC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;YACZ,UAAU,EAAE,CAAC,CAAC,CAAC,CAAC,KAAK,SAAS,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS;SACjF,CAAC,CAAC,CAAC;IACR,CAAC,CAAC;IAEF,UAAU,CAAC,eAAe,GAAG,GAAG,EAAE;QAC9B,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC;QAEjC,OAAO,IAAI,GAAG,MAAM,GAAG,CAAC,CAAC;IAC7B,CAAC,CAAC;IAEF,UAAU,CAAC,OAAO,GAAG,CAAC,UAAwB,EAAE,EAAE;QAC9C,IAAI,UAAU,KAAK,SAAS,EAAE;YAC1B,OAAO,OAAO,CAAC;SAClB;QAED,OAAO,mCAAQ,cAAc,GAAK,UAAU,CAAE,CAAC;QAE/C,OAAO,UAAU,CAAC;IACtB,CAAC,CAAC;IAEF,OAAO,UAA4B,CAAC;AACxC,CAAC"}
@@ -0,0 +1,10 @@
1
+ export default function (): {
2
+ (rawData: any[]): any[];
3
+ options(newOptions?: any): {
4
+ boxSize: number;
5
+ reversal: number;
6
+ sourcePath: string;
7
+ } | any;
8
+ dateMutator(newDateMutator?: any): ((d: any, date: any) => void) | any;
9
+ dateAccessor(newDateAccessor?: any): ((d: any) => any) | any;
10
+ };